If I were you, I would start reading the basic books on perl as you have a lot to learn and pick up.
First, you want to go to some place like
strawberryperl.com, get the latest distribution and install it.
From there though, you need to learn the basics before you go tackling CGI. A CGI program outputs HTML, so there would be no reason to convert it. Also, you don't compile Perl programs, per se, they are interpreted.
Why not send me a private message (PM) with your email address and I will send you a couple of documents that will really get you a good base in Perl.
Do not post your email here as it will be deleted. Emails are not allowed in the forums, thus why I asked you to PM me.
Regards,
Jeff